-37.1%
BAX vs PEGA
+175.4%
-212.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -3.0% |
| 7D | -2.4% | -2.4% | 0.0% | -2.0% |
| 30D | -9.7% | +9.6% | -19.4% | -11.3% |
| 3M | +29.3% | +2.3% | +26.9% | +28.1% |
| 6M | +40.7% | -23.9% | +64.6% | +46.0% |
| YTD | +30.3% | -39.8% | +70.0% | +39.8% |
| 1Y | +3.4% | -37.4% | +40.8% | +9.6% |
| 3Y | -32.0% | +53.1% | -85.2% | -42.7% |
| 5Y | -66.9% | -47.2% | -19.6% | -65.8% |
| 10Y | -37.1% | +174.3% | -211.4% | -55.7% |
| All | -37.1% | +175.4% | -212.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling